+220,352.3%
CSCO vs CMCSA
+2,562.5%
+217,789.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -0.7% | -2.1% | +1.4% | +0.1% |
| 30D | -10.1% | +7.0% | -17.2% | -12.6% |
| 3M | -15.7% | +15.1% | -30.8% | -20.7% |
| 6M | +36.3% | -15.4% | +51.6% | +42.3% |
| YTD | +43.8% | -1.9% | +45.7% | +41.8% |
| 1Y | +63.9% | -12.7% | +76.7% | +68.1% |
| 3Y | +104.4% | -31.0% | +135.4% | +124.5% |
| 5Y | +111.4% | -46.1% | +157.5% | +149.9% |
| 10Y | +361.7% | +10.8% | +350.8% | +307.3% |
| All | +220,352.3% | +2,562.5% | +217,789.8% | +53,190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMCSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling